+18.0%
VTEB vs RL
+311.3%
-293.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -2.5% | -14.4% | +11.9% | -2.3% |
| 3M | -3.0% | -13.6% | +10.6% | -2.8% |
| 6M | -2.1% | +0.6% | -2.7% | -2.2% |
| YTD | -1.5% | -3.6% | +2.1% | -1.5% |
| 1Y | +0.2% | +8.3% | -8.2% | 0.0% |
| 3Y | +8.6% | +204.8% | -196.2% | +6.5% |
| 5Y | +1.2% | +232.9% | -231.8% | -1.1% |
| All | +18.0% | +311.3% | -293.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling